Volume 14, issue 3, June 2013

5 articles in this issue

Market-implied inflation and growth rates adversely affected by the Brent

Authors
- Gilbert Cette
- Marielle de Jong
- Content type: Invited Editorial
- Published: 11 October 2013
- Pages: 133 - 139
Integrated alpha modelling

Authors
- Xavier Gerard
- Ron Guido
- Peter Wesselius
- Content type: Original Article
- Published: 11 October 2013
- Pages: 140 - 161
Asset allocation in private wealth management: Theory versus practice

Authors
- David Schröder
- Content type: Original Article
- Published: 11 October 2013
- Pages: 162 - 181
Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500

Authors (first, second and last of 4)
- Andrew Clare
- James Seaton
- Stephen Thomas
- Content type: Original Article
- Published: 11 October 2013
- Pages: 182 - 194
Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles

Authors
- Yen-Hsiao Chen
- Lianfeng Quan
- Content type: Original Article
- Published: 11 October 2013
- Pages: 195 - 208